+113.7%
KLAC vs SIMO
+226.2%
-112.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.7% | -1.4% | +4.4% |
| 7D | +5.7% | +4.2% | +1.5% | +4.3% |
| 30D | -3.6% | +4.1% | -7.7% | -5.7% |
| 3M | -12.8% | -12.9% | +0.1% | -9.5% |
| 6M | +26.1% | +110.3% | -84.3% | +3.7% |
| YTD | +53.3% | +178.6% | -125.3% | +8.2% |
| 1Y | +113.7% | +220.0% | -106.3% | +44.5% |
| All | +113.7% | +226.2% | -112.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling